They're her Harajuku girls. Harajuku is a trendy shopping district in Tokyo Where young bohemian Japanese hang out. She's been there at some point and taken a shine to the style and fashion sense of the young women. There are a number of references and a complete song to this effect on her album. She just thinks they're cool so she's decided to have a few as her backing group.
yes, I saw her on Johnathon Ross (so to speak), and she kept referring to them as her muses. She claimed that only she could see them, but when the camera showed what was happening in the Green Room, I think Peter Kay was offering them biscuits. Very funny, and Gwen's obviously a bit of a mentalist. A nice big slice of cake would sort her out...